1. Quasi-Newton Iteration in Deterministic Policy Gradient
- Author
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Kordabad, Arash Bahari, Esfahani, Hossein Nejatbakhsh, Cai, Wenqi, and Gros, Sebastien
- Subjects
FOS: Computer and information sciences ,Computer Science - Machine Learning ,FOS: Electrical engineering, electronic engineering, information engineering ,MathematicsofComputing_NUMERICALANALYSIS ,Systems and Control (eess.SY) ,Electrical Engineering and Systems Science - Systems and Control ,Machine Learning (cs.LG) - Abstract
This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton steps in the policy parameters. We show that the approximate Hessian converges to the exact Hessian at the optimal policy, and allows for a superlinear convergence in the learning, provided that the policy parametrization is rich. The natural policy gradient method can be interpreted as a particular case of the proposed method. We analytically verify the formulation in a simple linear case and compare the convergence of the proposed method with the natural policy gradient in a nonlinear example., This paper has been accepted to 2022 American Control Conference (ACC). 6 pages
- Published
- 2022